Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures

Ill-Posed and Linear Inverse Problems

In this paper ill-posed linear inverse problems that arises in many applications is considered. The instability of special kind of these problems and it's relation to the kernel, is described. For finding a stable solution to these problems we need some kind of regularization that is presented. The results have been applied for a singular equation.

Infinitely Divisible Cylindrical Measures on Banach Spaces

In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Furthermore, continuity properties and the relation to infinitely...

Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying Lévy measures. The limit process is a new class of symmetric stable self-similar processes with stationary increments, that coincides, on a part of its parameter space, with a previously described process. The normalizing sequence an...

Bayesian Speaker Verification with Heavy-Tailed Priors

KPZ formula for log-infinitely divisible multifractal random measures

We consider the continuous model of log-infinitely divisible multifractal random measures (MRM) introduced in [1]. If M is a non degenerate multifractal measure with associated metric ρ(x, y) = M([x, y]) and structure function ζ , we show that we have the following relation between the (Euclidian) Hausdorff dimension dimH of a measurable set K and the Hausdorff dimension dimρH with respect to ρ...